Joon Seok Kim

Korea Securities Research Institute

Research Fellow

33 Yoido-dong

Yongdeungpo-ku

Seoul, 786-7570

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Idiosyncratic Volatility Under a Price-Limit System Using Gibbs-Sampling

Number of pages: 13 Posted: 26 Feb 2009
Kyong Shik Eom, Hyung Cheol Kang and Joon Seok Kim
CRMR, University of California, Department of Economics, University of Seoul, College of Business Administration and Korea Securities Research Institute
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Abstract:

Idiosyncratic volatility, Censored returns data, Gibbs-sampling